Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 0.418019 0.462595 0.511697 0.570125 0.638180 0.715467 0.810629
2025-02-09 0.359018 0.414368 0.479085 0.561288 0.664310 0.791080 0.961979
2025-02-16 0.322358 0.384276 0.460119 0.561659 0.696936 0.875386 1.136607
2025-02-23 0.286741 0.350210 0.430747 0.543085 0.700257 0.919882 1.265034
2025-03-02 0.256662 0.319555 0.401648 0.520051 0.692620 0.945974 1.370058
2025-03-09 0.240968 0.305898 0.393129 0.523388 0.721645 1.028800 1.580832
2025-03-16 0.232325 0.300646 0.395111 0.541242 0.773909 1.155712 1.898326
2025-03-23 0.222065 0.292066 0.391251 0.549446 0.811563 1.264780 2.214692
2025-03-30 0.211595 0.282216 0.384436 0.551929 0.839586 1.361545 2.536688
2025-04-06 0.200870 0.271124 0.374684 0.548396 0.856330 1.439970 2.844980
2025-04-13 0.186628 0.253868 0.354177 0.525068 0.834509 1.438741 2.963491
2025-04-20 0.179885 0.247417 0.349898 0.528444 0.861948 1.542698 3.389317
2025-04-27 0.173693 0.241668 0.346687 0.534050 0.895938 1.671642 3.957653
2025-05-04 0.165978 0.233068 0.338218 0.529467 0.909187 1.757341 4.445060
2025-05-11 0.160286 0.227283 0.333912 0.531919 0.937092 1.884719 5.151971
2025-05-18 0.151680 0.216379 0.320332 0.515892 0.923763 1.906404 5.490603
2025-05-25 0.142895 0.204769 0.304894 0.495109 0.897636 1.889849 5.673893
2025-06-01 0.138962 0.200823 0.302281 0.498641 0.925890 2.027008 6.620462
2025-06-08 0.137504 0.200813 0.306398 0.515593 0.987284 2.276219 8.365129
2025-06-15 0.134670 0.198347 0.305998 0.523423 1.028444 2.479327 10.152236
2025-06-22 0.131204 0.194632 0.303109 0.525841 1.056723 2.651438 12.029011
2025-06-29 0.127149 0.189721 0.297749 0.522592 1.070165 2.778581 13.824334
2025-07-06 0.120766 0.180568 0.284153 0.500787 1.032419 2.713897 13.975825